DZ Bank Put 95 DIS 20.12.2024
/ DE000DJ6YB78
DZ Bank Put 95 DIS 20.12.2024/ DE000DJ6YB78 /
| 18/09/2024 08:19:25 |
Chg.-0.060 |
Bid09:14:57 |
Ask09:14:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-9.68% |
0.570
Bid Size: 5,000 |
0.610
Ask Size: 5,000 |
Walt Disney Co |
95.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
DJ6YB7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.28 |
| Time value: |
0.36 |
| Break-even: |
78.96 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-6.85 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.53% |
| 1 Month |
|
|
-28.21% |
| 3 Months |
|
|
+43.59% |
| YTD |
|
|
-40.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.620 |
| 1M High / 1M Low: |
0.830 |
0.620 |
| 6M High / 6M Low: |
1.050 |
0.200 |
| High (YTD): |
08/08/2024 |
1.050 |
| Low (YTD): |
03/04/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.80% |
| Volatility 6M: |
|
170.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
